There is a lot of stuff to know about in this world. It is impossible to know about it all. Some of you get a head start like CountZero above by having exposure (through family) to it at an early age. Others get taught it at school, some people just enjoy reading, etc etc.
I am pretty ignorant to history I must admit. I only recently learnt that west Berlin was a small island in east germany, by visiting Berlin. I have heard of the holocaust though.